I ran into that same issue a month or so ago when changing my system from SWM back to a conventional setup. Knocked my head into the wall for several hours trying to figure out what was wrong, as it was only happening on one receiver (and HR21). I tried changing everything in sight -- first the BBCs, then the LNB, then the cables. Nothing would eliminate the error during setup. Then I read something here where people were saying this was a known problem with some receivers, and that it was erroneous information.
So I just proceeded through the setup, and indeed that seemed to be the case. The receiver works fine. No missing channels, and if I go to the satellite test menus, it shows plenty of signal on every satellite. Strange but true.